\begin{tabular}{@{}lcccccccccc@{}}%
\multicolumn{11}{l}{Panel A: \cite{diebold2002comparing} Forecast Comparison}\\
\toprule%
&Lasso&ENet&PCR&PLS&L{-}En&GBR&RF&Dart&FFN&N{-}En\\%
\cmidrule{2%
-%
11}%
Ridge&$1.21$&$1.91$&$-0.02$&$-0.36$&$\textcolor{Cyan}{\textbf{3.29}}$&$\textcolor{Cyan}{\textbf{2.87}}$&$\textcolor{Blue}{\textbf{2.21}}$&$\textcolor{Blue}{\textbf{2.01}}$&$\textcolor{Cyan}{\textbf{3.58}}$&$\textcolor{Cyan}{\textbf{3.53}}$\\%
Lasso&&$1.67$&$-0.36$&$-0.67$&$\textcolor{Blue}{\textbf{2.43}}$&$\textcolor{Blue}{\textbf{2.27}}$&$1.68$&$1.59$&$\textcolor{Cyan}{\textbf{3.06}}$&$\textcolor{Cyan}{\textbf{2.78}}$\\%
ENet&&&$-0.56$&$-0.89$&$\textcolor{Blue}{\textbf{2.20}}$&$\textcolor{Blue}{\textbf{2.22}}$&$1.56$&$1.52$&$\textcolor{Blue}{\textbf{2.06}}$&$\textcolor{Cyan}{\textbf{2.74}}$\\%
PCR&&&&$-1.34$&$\textcolor{Blue}{\textbf{2.26}}$&$\textcolor{Cyan}{\textbf{6.68}}$&$\textcolor{Cyan}{\textbf{7.27}}$&$\textcolor{Cyan}{\textbf{3.11}}$&$1.24$&$\textcolor{Cyan}{\textbf{7.25}}$\\%
PLS&&&&&$\textcolor{Cyan}{\textbf{2.79}}$&$\textcolor{Cyan}{\textbf{7.15}}$&$\textcolor{Cyan}{\textbf{9.48}}$&$\textcolor{Cyan}{\textbf{3.47}}$&$1.58$&$\textcolor{Cyan}{\textbf{8.14}}$\\%
L{-}En&&&&&&$\textcolor{Blue}{\textbf{2.03}}$&$1.04$&$1.02$&$-0.23$&$\textcolor{Cyan}{\textbf{2.79}}$\\%
GBR&&&&&&&$\textcolor{Blue}{\textbf{-2.51}}$&$-0.53$&$-1.30$&$1.12$\\%
RF&&&&&&&&$0.57$&$-0.74$&$\textcolor{Cyan}{\textbf{3.36}}$\\%
Dart&&&&&&&&&$-0.83$&$0.86$\\%
FFN&&&&&&&&&&$1.65$\\\bottomrule%
%
& & & & & & & & & & \\
\multicolumn{11}{l}{Panel B: Forecast Correlation}\\
\toprule%
&Lasso&ENet&PCR&PLS&L{-}En&GBR&RF&Dart&FFN&N{-}En\\%
\cmidrule{2%
-%
11}%
Ridge&$\textcolor{Blue}{\textbf{0.80}}$&$\textcolor{Blue}{\textbf{0.84}}$&$-0.03$&$0.53$&$\textcolor{Cyan}{\textbf{0.91}}$&$0.48$&$0.45$&$0.47$&$\textcolor{Blue}{\textbf{0.77}}$&$0.61$\\%
Lasso&&$\textcolor{Cyan}{\textbf{0.95}}$&$-0.02$&$0.51$&$\textcolor{Cyan}{\textbf{0.91}}$&$0.41$&$0.40$&$0.39$&$\textcolor{Blue}{\textbf{0.78}}$&$0.56$\\%
ENet&&&$-0.02$&$0.53$&$\textcolor{Cyan}{\textbf{0.92}}$&$0.43$&$0.42$&$0.41$&$\textcolor{Blue}{\textbf{0.78}}$&$0.57$\\%
PCR&&&&$0.25$&$0.13$&$0.18$&$0.27$&$0.15$&$0.03$&$0.17$\\%
PLS&&&&&$\textcolor{Blue}{\textbf{0.76}}$&$0.51$&$0.54$&$0.52$&$0.58$&$0.61$\\%
L{-}En&&&&&&$0.54$&$0.54$&$0.53$&$\textcolor{Blue}{\textbf{0.83}}$&$0.68$\\%
GBR&&&&&&&$\textcolor{Blue}{\textbf{0.86}}$&$\textcolor{Cyan}{\textbf{0.91}}$&$0.59$&$\textcolor{Cyan}{\textbf{0.95}}$\\%
RF&&&&&&&&$\textcolor{Blue}{\textbf{0.79}}$&$0.57$&$\textcolor{Blue}{\textbf{0.89}}$\\%
Dart&&&&&&&&&$0.58$&$\textcolor{Cyan}{\textbf{0.93}}$\\%
FFN&&&&&&&&&&$\textcolor{Blue}{\textbf{0.77}}$\\\bottomrule%
\end{tabular}